+250.9%
PM vs RIO
+353.3%
-102.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -6.6% | +3.6% | -10.2% | -7.3% |
| 30D | -3.4% | -10.8% | +7.4% | -1.2% |
| 3M | +5.3% | -15.2% | +20.6% | +8.8% |
| 6M | +15.5% | -18.0% | +33.5% | +19.7% |
| YTD | +24.3% | +11.0% | +13.3% | +19.4% |
| 1Y | +29.7% | +26.4% | +3.3% | +20.8% |
| 3Y | +144.9% | +54.4% | +90.6% | +113.8% |
| 5Y | +159.0% | +98.1% | +60.9% | +105.6% |
| 10Y | +250.9% | +358.5% | -107.6% | +131.7% |
| All | +250.9% | +353.3% | -102.4% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling